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All Publications


Book Chapters

  1. Pierre Del Moral, Arnaud Doucet Particle Methods: An introduction with applications HAL-INRIA RR-6991 [50p, 2009],  2008 Machine Learning Summer School, Springer LNCS/LNAI Tutorial book no. 6368 (2010-2011).
  2. Pierre Del Moral, Frédéric Patras, and Sylvain Rubenthaler. A mean field theory of nonlinear filtering. Oxford Handbook of Nonlinear Filtering, pages 1-39, 2010. 
  3. Pierre Del Moral, Frédéric Patras, Interacting path systems for credit portfolios risk analysis, HAL INRIA Research report RR-7196, 2010; To appear in "Recent Advancements in the Theory and Practice of Credit Derivatives". D. Brigo, T. Bielecki, F. Patras Eds. Bloomberg Press (2010).
  4. Pierre Collet, Pierrick Legrand, Claire Bourgeois-Republique, Vincent Pean, Bruno Frachet, Using interactive evolutionary algorithms to help fit cochlear implants. In Optimization in Signal and Image Processing. Edited by Patrick Siarry, University of Paris 12, France ISBN: 9781848210448, Iste-Wiley (June 2009), 384 pp.
  5. Pierrick Legrand. Local Regularity and Multifractal methods for image and signal analysis. In Scaling, Fractals and Wavelets (2009).

 

Journal Papers

  1. Pierre Del Moral, Peng Hu, Nadia Oudjane and Bruno Rémillard, On the Robustness of the Snell envelope. HAL-INRIA RR-7303 [42p] (2010), To appear in SIAM Journal on Financial Mathematics (2011-2012). 
  2. F. Caron, P. Del Moral, M. Pace, B.-N. Vo On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering HAL-INRIA RR-7376 [52p] (2010). To appear in Stochastic Analysis and Applications (2010-2011).
  3. Pierre Del Moral, Arnaud Doucet, Ajay Jasra On Adaptive Resampling Procedures for Sequential Monte Carlo Methods HAL-INRIA RR-6700. To appear in the journal Bernoulli (2010-2011).
  4. Pierre Del Moral and Emmanuel Rio. Concentration Inequalities for Mean Field Particle Models. Research Report RR-6901, INRIA, 2009. To appear in the Annals of Applied Probability (2010) 
  5. Pierre Del Moral, Arnaud Doucet, and Sumeetpal Singh. A Backward Particle Interpretation of Feynman-Kac Formulae. [RR-7019, INRIA, 2009] special volume on probabilistic methods, M2AN, vol. 44, no. 5, pp. 905-831 (sept-oct 2010)
  6. Ajay Jasra, Pierre Del Moral. Sequential Monte Carlo Methods for Option Pricing, [37p.] to appear in Stoch. Anal. Appl. (2010).
  7. Pierre Del Moral and N. Hadjiconstantinou. An Introduction to probabilistic methods, with applications. Preface to a special volume on probabilistic methods, M2AN, vol. 44, no. 5, pp. 947-977 (sept-oct 2010)
  8. Pierre Del Moral, Arnaud Doucet. A new class of interacting Markov chain Monte Carlo methods To be published in: Comptes rendus Académie des Sciences, Série :  Mathématiques (2010).
  9. Pierre Del Moral. "Fundamentals of stochastic filtering by Alan Bain and Dan Crisan", Book Review [13p.], Bulletin of the American Mathematical Society, to appear (2010).
  10. Oliver Schütze, Marco Laumanns, Emilia Tantar, Carlos A. Coello Coello, El-Ghazali Talbi, Convergence of Stochastic Search Algorithms to Gap-Free Pareto Front Approximations, Evolutionary Computation, Volume 18, Issue 1, pp.65-96, MIT Press, Spring 2010.
  11. Frédéric Cerou, Pierre Del Moral, and Arnaud Guyader. A non asymptotic variance theorem for unnormalized Feynman-Kac particle models. To appear in the journal Annales de l'Institut Henri Poincaré (2010).
  12. Antony Brockwell, Pierre Del Moral, and Arnaud Doucet. Sequentially interacting Markov chain Monte Carlo. To appear in the Annals of Statistics,  29 pages (2010).
  13. Pierre Del Moral and Arnaud Doucet. Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations. To appear in the Annals of Applied Probability, 39 pages, 2010.
  14. Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral On nonlinear Markov chain Monte Carlo via Self-interacting approximations. Technical Report, Imperial College of London [50p],  To appear in Bernoulli (2010).

  15. N. Chopin, P. Del Moral and S. Rubenthaler. Stability of Feynman-Kac formulae with path-dependent potentials, To appear in Stochastic Processes and their Applications (2010).
  16. B. Bercu and V. Vazquez, On the usefulness of persistent excitation in ARX adaptive tracking, International Journal of Control, 83, pp. 1145-1154, 2010.

  17. B. Bercu and V. Vazquez, A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking, Automatica, 46, 2010.

  18. B. Bercu, L. Coutin and N. Savy, Sharp large deviations for the fractional Ornstein-Uhlenbeck process, Teoriya Veroyatnostei i ee Primeneniya, 2010.

  19. B. Bercu, I. Nourdin and M. S. Taqqu, Almost sure limit theorems on the Wiener space, Stochastic Processes an their Applications, 120, pp. 1607-1628, 2010.

  20. Pierre Del Moral, Laurent Miclo, Frédéric Patras, and Sylvain Rubenthaler. The convergence to equilibrium of neutral genetic models. Stoch. Anal. Appl., Volume 28 Issue 1, 123-143, 2009.
  21. Pierre Del Moral, Frédéric Patras, and Sylvain Rubenthaler. Coalescent tree based functional representations for some Feynman-Kac particle models. The Annals of Applied Probability, 19:778-825, 2009.
  22. Bernard Bercu, Pierre Del Moral, and Arnaud Doucet. A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models. Electronic Journal of Probability, Vol. 14, Paper no. 73, pages 2130-2155, 2009.
  23. B. Bercu, B. de Saporta and A. Gégout-Petit, Asymptotical analysis for bifurcating autoregressive processes via a martingale approach, Electronic Journal of Probability, 14, pp. 2492-2526, 2009.

  24. B. Bercu, P. Cenac, G. Fayolle, On the almost sure central limit theorem for vector martingales : convergence of moments and statistical applications, Journal of Applied Probability, 46, pp. 151-169, 2009.
  25. B. Bercu, F. Dufour and G. Yin, Almost sure stabilization for feedback controls of regime-switching linear systems with  a hidden Markov chain, IEEE Transactions on Automatic Control, 54, pp. 2114-2125, 2009.

 

International Conferences

  1. Leonardo Trujillo, Pierrick Legrand, Jacques Levy-Vehel. The Estimation of Hölderian Regularity using Genetic Programming. A recombination of the 19th International Conference on Genetic Algorithms (ICGA) and the 15th Annual Genetic Programming Conference (GP) (GECCO 2010), to be held in Portland, Oregon, on july 7-11, 2010. (Nominated for the GECCO 2010 Best Paper Awards).
  2. Leonardo Trujillo, Pierrick Legrand, Gustavo Olague, Cynthia Pérez. Optimization of the Hölder Image Descriptor using a Genetic Algorithm.  A recombination of the 19th International Conference on Genetic Algorithms (ICGA) and the 15th Annual Genetic Programming Conference (GP) (GECCO 2010), to be held in Portland, Oregon, on july 7-11, 2010. (Nominated for one of the GECCOs 2010 Best Paper Awards).
  3. Ming Lei, Pierre Del Moral, and Christophe Baehr. Fisher Information Matrix-based Nonlinear System Conversion for State Estimation. Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), to be held in Xiamen, China, on June 9-11, (2010).
  4. Ming Lei, Pierre Del Moral, and Christophe Baehr. Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate. Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), to be held in Xiamen, China, on June 9-11, (2010).
  5. Michele Pace. Comparison of PHD Based Filters for the Tracking of 3D Aerial and Naval Scenarios. 2010 IEEE International Radar Conference to be held in Washington DC, USA, on May 10-14 (2010).
  6. François Caron and Arnaud Doucet. Bayesian nonparametrics models on decomposable graphs. Neural Information Processing Systems (NIPS), Vancouver, Canada, 2009.
  7. Michele Pace. How a Genetic Algorithm Learns to Play Traveler's Dilemma by Choosing Dominated Strategies to Achieve Greater Payoffs. IEEE Symposium on Computational Intelligence and Games, 2009.

 

Research Reports

  1. F. Caron, A. Doucet. Efficient Bayesian Inference for Generalized Bradley-Terry Models. HAL INRIA Research Report RR-7445 November 2010.
  2. Anthony Lee, François Caron, Arnaud Doucet, Chris Holmes. A Hierarchical Bayesian Framework for Constructing Sparsity-inducing priors. ArXiv:1009.1914, September 2010.
  3. Pierre Del Moral, Peng Hu, Nadia Oudjane Snell envelope with path dependent multiplicative optimality criteria. HAL-INRIA RR-7360 [18p] (August 2010)
  4. Luke Bornn, François Caron. Bayesian clustering of decomposable graphs. ArXiv:1005.5081, 2010.
  5. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace Particle approximations of a class of branching distribution flows arising in multi-target tracking. HAL-INRIA RR-7233 [29p] (March 2010) .
  6. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace On the Conditional Distributions of Spatial Point Processes. HAL-INRIA RR-7232 [16p] (March 2010) .
  7. Pierre Del Moral, Frédéric Patras, Interacting path systems for credit portfolios risk analysis, HAL INRIA Research report RR-7196, 2010.
  8. Ajay Jasra, Pierre Del Moral. Sequential Monte Carlo Methods for Option Pricing, 37p., March 2010.
  9. Pierre Del Moral, Arnaud Doucet, and Sumeetpal S. Singh. Forward Smoothing Using Sequential Monte Carlo Technical Report 638. Cambridge University, Engineering Department. 2009.
  10. N. Chopin, P. Del Moral and S. Rubenthaler. Stability of Feynman-Kac formulae with path-dependent potentials, Oct. 2009.
  11. Christophe Andrieu, Arnaud Doucet, Ajay Jasra, and Pierre Del Moral. On nonlinear Markov chain Monte Carlo via self-interacting approximations. Research Report, Imperial College, 2009.
  12. Arnaud Cérou, Frédéric and Guyader, Teddy Furon, and Pierre Del Moral. Rare event simulation for a static distribution. Research Report RR-6792, INRIA, 2009.
  13. Pierre Del Moral, Arnaud Doucet, and Ajay Jasra. An adaptive sequential Monte Carlo method for approximate bayesian computation. Research Report, Imperial College, 2009.
  14. Pierre Del Moral, Frédéric Patras, and Sylvain Rubenthaler. Convergence of U-statistics for interacting particle systems. Research Report, 2009.
  15. Pierre Del Moral and Emmanuel Rio. Concentration Inequalities for Mean Field Particle Models. Research Report RR-6901, INRIA, 2009.
  16. C.C. Holmes, F. Caron, J.E. Griffin and D.A. Stephens. Two-sample Bayesian nonparametric hypothesis testing. Oxford Man Institute Technical Report, 2009.

 

Industrial Technical Reports

  1. F. Caron, P. Del Moral and M. Pace. Etude des filtres particulaires PHD. Rapport de contrat n° 2009-DCNS-01 avec DCNS-SIS, 2009.
  2. F. Caron, P. Del Moral, F. Giraud and M. Pace. Méthodes stochastiques pour l'optimisation globale sous contraintes. Rapport de contrat n°2009-CEA-01 avec CEA CESTA, 2009.
  3. B. Bercu, F. Caron, F. Proïa. Méthodes d'estimation récursive pour la prévision de la consommation d'électricité. Lot 1 : Les approches préliminaires. Rapport de contrat n°2009-EDF-01 avec EDF-ICAME, 2009.
  4. B. Bercu, F. Caron, F. Proïa. Méthodes d'estimation récursive pour la prévision de la consommation d'électricité. Lot 2 : La prévision de courbes de charge par séries chronologiques linéaires. Rapport de contrat n°2010-EDF-02b avec EDF-ICAME, 2010.
  5. F. Caron, P. Del Moral, A. Tantar, E. Tantar, Simulation particulaire, Dimensionnement en conditions extrêmes. Rapport de contrat n°2010-IFREMER-01 avec IFREMER, (92 pages) Septembre 2010.
  6. B. Bercu, F. Caron, A. Das, F. Proïa. Méthodes d'estimation récursive pour la prévision de la consommation d'électricité. Lot 3: La prévision de courbes de charge par estimation fonctionnelle non paramétrique. Rapport de contrat n° 2010-EDF-03 avec EDF-ICAME, Juin 2010.
  7. P. Del Moral, P. Hu, D. Weng. Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1. Rapport de Contrat EDF-OSIRIS INRIA-ALEA, (103 pages) Octobre 2010.